First proposed by Mueller, the theory of the "rally effect" predicts that public support for government officials will increase when an event occurs that (1) is international; (2) involves the United States; and (3) is specific, dramatic, and sharply focused [Mueller, J.E. 1973. War, Presidents, & Public Opinion. New York: John Wiley & Sons., p. 209). Using the natural experiment of a large (N= 15,127) survey of young adults ages 18-27 that was in the field during the September 11, 2001, terrorist attacks, we confirm the existence of a rally effect on trust in government as well as its subsequent decay. We then use a predictive modeling approach to investigate individual-level dynamics of rallying around the flag and anti-rallying in the face of the national threat. By disaggregating predictors of rallying, we demonstrate remarkably different patterns of response to the attacks based on sex and, particularly, race. The results confirm expectations of national threat inciting a rally effect, but indicate that the dynamics of this rally effect are complex and race and gender-dependent. The article offers previously-unavailable insights into the dynamics of rallying and trust in government.